+306.5%
IVV vs SPG
+109.7%
+196.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -2.7% | +4.9% | -7.6% | -3.9% |
| 30D | -5.4% | +15.6% | -21.0% | -8.9% |
| 3M | -4.1% | +4.1% | -8.1% | -5.1% |
| 6M | +0.7% | +13.6% | -12.8% | -2.9% |
| YTD | +8.7% | +27.5% | -18.8% | +1.6% |
| 1Y | +11.0% | +32.2% | -21.3% | +2.7% |
| 3Y | +75.4% | +126.0% | -50.6% | +40.6% |
| 5Y | +68.3% | +74.7% | -6.4% | +41.2% |
| All | +306.5% | +109.7% | +196.8% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling